interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting … Vector Regression (SVR) methodology that originates from machine learning. We test the forecasting ability of the proposed …-of-sample forecasting. Finally, we argue that this new methodology can be used as an early warning system for forecasting sudden house …

this scheme, the forecasting accuracy of our best model reaches 83.70% when 9 explanatory variables are used. Originality …